Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48864.31 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42180.71 Kr¶

PnL: ---------------------------------------> -252.57 Kr¶

DD now: ---------------------------------> -8.012 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 12:01:06.036794'

Anic Portfolio¶

Today¶

Return: -0.89 %¶

This Week¶

Return: -0.89 %¶

Total portfolio value¶

Return including deposits: 59.969 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.060000 1667.700000 200.160000 13.640000 1467.540000
JM 6 1.880000 878.400000 16.200000 1.880000 862.200000
Hoist Finance 35 1.610000 994.000000 15.750000 1.610000 978.250000
Sagax B 4 1.410000 864.000000 12.000000 1.410000 852.000000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
Platzer Fastigheter Holding B 12 1.000000 968.400000 9.600000 1.000000 958.800000
Catena 2 1.220000 799.200000 9.600000 1.220000 789.600000
Atrium Ljungberg B 5 0.910000 941.500000 8.500000 0.910000 933.000000
Orrön Energy 180 0.260000 2045.700000 8.100000 0.400000 2037.600000
BioGaia B 8 0.780000 935.200000 7.200000 0.780000 928.000000
AcadeMedia 8 0.600000 405.200000 4.000000 1.000000 401.200000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Clas Ohlson B 12 0.250000 973.200000 2.400000 0.250000 970.800000
ASSA ABLOY B 3 0.190000 778.500000 1.500000 0.190000 777.000000
EQT 4 0.100000 830.400000 0.800000 0.100000 829.600000
Bilia A 8 -0.090000 898.400000 0.800000 0.090000 897.600000
Biotage 7 0.070000 940.100000 0.700000 0.070000 939.400000
Byggmax Group 33 -0.280000 951.720000 -2.640000 -0.280000 954.360000
Gränges 9 -0.290000 923.400000 -2.700000 -0.290000 926.100000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.560000 932.750000 -5.250000 -0.560000 938.000000
OX2 13 -0.750000 940.550000 -7.150000 -0.750000 947.700000
Hexatronic Group 12 -1.050000 954.480000 -10.080000 -1.050000 964.560000
Alimak Group 11 -2.020000 907.500000 -18.700000 -2.020000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Latour B 4 -3.510000 825.200000 -30.000000 -3.510000 855.200000
Addnode Group B 11 -3.890000 882.750000 -35.750000 -3.890000 918.500000
VEF 909 -2.360000 1808.910000 -36.360000 -1.970000 1845.270000
Hexagon B 26 -1.390000 3403.400000 -48.100000 -1.390000 3451.500000
Indutrade 5 -4.080000 1165.000000 -49.500000 -4.080000 1214.500000
Bufab 3 -5.100000 1050.000000 -56.400000 -5.100000 1106.400000
BHG Group 97 -4.400000 1391.950000 -63.050000 -4.330000 1455.000000
Vitec Software Group B 2 -7.290000 1005.000000 -79.000000 -7.290000 1084.000000
INVISIO 16 -2.390000 3592.000000 -88.000000 -2.390000 3680.000000
TOTAL 42188.310000 -244.970000 -7.99776% 42433.280000

Updated:¶

'2023-07-03 11:59:12.810870'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶